CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 02-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9181 |
0.9159 |
-0.0022 |
-0.2% |
0.9228 |
High |
0.9189 |
0.9173 |
-0.0016 |
-0.2% |
0.9248 |
Low |
0.9134 |
0.9073 |
-0.0061 |
-0.7% |
0.9073 |
Close |
0.9162 |
0.9092 |
-0.0071 |
-0.8% |
0.9092 |
Range |
0.0056 |
0.0100 |
0.0045 |
80.2% |
0.0175 |
ATR |
0.0069 |
0.0071 |
0.0002 |
3.3% |
0.0000 |
Volume |
164,044 |
209,679 |
45,635 |
27.8% |
848,789 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9413 |
0.9352 |
0.9147 |
|
R3 |
0.9313 |
0.9252 |
0.9119 |
|
R2 |
0.9213 |
0.9213 |
0.9110 |
|
R1 |
0.9152 |
0.9152 |
0.9101 |
0.9132 |
PP |
0.9113 |
0.9113 |
0.9113 |
0.9103 |
S1 |
0.9052 |
0.9052 |
0.9082 |
0.9032 |
S2 |
0.9013 |
0.9013 |
0.9073 |
|
S3 |
0.8913 |
0.8952 |
0.9064 |
|
S4 |
0.8813 |
0.8852 |
0.9037 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9663 |
0.9552 |
0.9188 |
|
R3 |
0.9488 |
0.9377 |
0.9140 |
|
R2 |
0.9313 |
0.9313 |
0.9124 |
|
R1 |
0.9202 |
0.9202 |
0.9108 |
0.9170 |
PP |
0.9138 |
0.9138 |
0.9138 |
0.9121 |
S1 |
0.9027 |
0.9027 |
0.9075 |
0.8995 |
S2 |
0.8963 |
0.8963 |
0.9059 |
|
S3 |
0.8788 |
0.8852 |
0.9043 |
|
S4 |
0.8613 |
0.8677 |
0.8995 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9248 |
0.9073 |
0.0175 |
1.9% |
0.0071 |
0.8% |
11% |
False |
True |
169,757 |
10 |
0.9260 |
0.9017 |
0.0243 |
2.7% |
0.0083 |
0.9% |
31% |
False |
False |
180,907 |
20 |
0.9260 |
0.8850 |
0.0411 |
4.5% |
0.0076 |
0.8% |
59% |
False |
False |
176,502 |
40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0060 |
0.7% |
60% |
False |
False |
126,837 |
60 |
0.9260 |
0.8811 |
0.0449 |
4.9% |
0.0059 |
0.6% |
62% |
False |
False |
85,220 |
80 |
0.9260 |
0.8783 |
0.0478 |
5.3% |
0.0057 |
0.6% |
65% |
False |
False |
63,975 |
100 |
0.9260 |
0.8783 |
0.0478 |
5.3% |
0.0057 |
0.6% |
65% |
False |
False |
51,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9598 |
2.618 |
0.9435 |
1.618 |
0.9335 |
1.000 |
0.9273 |
0.618 |
0.9235 |
HIGH |
0.9173 |
0.618 |
0.9135 |
0.500 |
0.9123 |
0.382 |
0.9111 |
LOW |
0.9073 |
0.618 |
0.9011 |
1.000 |
0.8973 |
1.618 |
0.8911 |
2.618 |
0.8811 |
4.250 |
0.8648 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9123 |
0.9153 |
PP |
0.9113 |
0.9132 |
S1 |
0.9102 |
0.9112 |
|